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Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets

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  • Joseph Friedman
  • Yochanan Shachmurove

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  • Joseph Friedman & Yochanan Shachmurove, "undated". "Using Vector Autoregression Models to Analyze the Behavior of the European Community Stock Markets," Penn CARESS Working Papers 6c418113c19a91c029047e102, Penn Economics Department.
    • Handle: RePEc:cla:penntw:6c418113c19a91c029047e10212054f1
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    File URL: http://www.econ.upenn.edu/Centers/CARESS/
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    2. Leovardo Mata Mata & José Antonio Núñez Mora & Ramona Serrano Bautista, 2021. "Multivariate Distribution in the Stock Markets of Brazil, Russia, India, and China," SAGE Open, , vol. 11(2), pages 21582440211, April.
    3. Amanjot SINGH & Parneet KAUR, 2015. "Stock Market Linkages: Evidence From the US, China and India During the Subprime Crisis," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 8(1), pages 137-162, June.

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